| HIMIPref™ Preferred Indices These values reflect the December 2008 revision of the HIMIPref™ Indices Values are provisional and are finalized monthly |
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| Index | Mean Current Yield (at bid) |
Median YTW |
Median Average Trading Value |
Median Mod Dur (YTW) |
Issues | Day’s Perf. | Index Value |
| Ratchet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2129 % | 2,142.4 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2129 % | 4,109.1 |
| Floater | 8.89 % | 9.37 % | 34,286 | 10.02 | 4 | -0.2129 % | 2,368.1 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0535 % | 3,601.4 |
| SplitShare | 4.80 % | 5.37 % | 69,518 | 2.16 | 6 | 0.0535 % | 4,300.8 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0535 % | 3,355.6 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -1.0504 % | 2,830.8 |
| Perpetual-Discount | 6.08 % | 6.15 % | 51,004 | 13.63 | 31 | -1.0504 % | 3,086.8 |
| FixedReset Disc | 5.59 % | 7.10 % | 101,103 | 12.35 | 58 | -0.5425 % | 2,644.2 |
| Insurance Straight | 5.92 % | 6.04 % | 67,717 | 13.80 | 21 | -0.0631 % | 3,058.4 |
| FloatingReset | 7.73 % | 7.53 % | 24,796 | 11.84 | 2 | 0.0000 % | 2,827.3 |
| FixedReset Prem | 6.41 % | 5.56 % | 189,432 | 3.73 | 7 | -0.0609 % | 2,584.0 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.5425 % | 2,702.9 |
| FixedReset Ins Non | 5.24 % | 6.29 % | 84,941 | 13.44 | 14 | -0.1583 % | 2,801.2 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| CU.PR.G | Perpetual-Discount | -15.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-05 Maturity Price : 16.00 Evaluated at bid price : 16.00 Bid-YTW : 7.20 % |
| PWF.PR.S | Perpetual-Discount | -14.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-05 Maturity Price : 17.00 Evaluated at bid price : 17.00 Bid-YTW : 7.13 % |
| FFH.PR.G | FixedReset Disc | -10.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-05 Maturity Price : 15.90 Evaluated at bid price : 15.90 Bid-YTW : 8.64 % |
| ENB.PR.F | FixedReset Disc | -5.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-05 Maturity Price : 17.47 Evaluated at bid price : 17.47 Bid-YTW : 8.17 % |
| BN.PF.B | FixedReset Disc | -4.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-05 Maturity Price : 19.86 Evaluated at bid price : 19.86 Bid-YTW : 7.47 % |
| FTS.PR.M | FixedReset Disc | -3.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-05 Maturity Price : 19.75 Evaluated at bid price : 19.75 Bid-YTW : 7.13 % |
| BN.PF.G | FixedReset Disc | -3.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-05 Maturity Price : 18.67 Evaluated at bid price : 18.67 Bid-YTW : 7.82 % |
| POW.PR.D | Perpetual-Discount | -2.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-05 Maturity Price : 20.03 Evaluated at bid price : 20.03 Bid-YTW : 6.32 % |
| MFC.PR.B | Insurance Straight | -1.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-05 Maturity Price : 19.95 Evaluated at bid price : 19.95 Bid-YTW : 5.92 % |
| BN.PR.N | Perpetual-Discount | -1.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-05 Maturity Price : 18.72 Evaluated at bid price : 18.72 Bid-YTW : 6.44 % |
| BIP.PR.A | FixedReset Disc | -1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-05 Maturity Price : 21.15 Evaluated at bid price : 21.15 Bid-YTW : 7.77 % |
| PWF.PR.A | Floater | -1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-05 Maturity Price : 12.85 Evaluated at bid price : 12.85 Bid-YTW : 8.16 % |
| IFC.PR.C | FixedReset Ins Non | -1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-05 Maturity Price : 20.25 Evaluated at bid price : 20.25 Bid-YTW : 6.77 % |
| NA.PR.W | FixedReset Disc | -1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-05 Maturity Price : 22.44 Evaluated at bid price : 23.32 Bid-YTW : 5.64 % |
| CU.PR.F | Perpetual-Discount | -1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-05 Maturity Price : 18.70 Evaluated at bid price : 18.70 Bid-YTW : 6.14 % |
| BN.PR.X | FixedReset Disc | -1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-05 Maturity Price : 15.42 Evaluated at bid price : 15.42 Bid-YTW : 7.94 % |
| FFH.PR.K | FixedReset Disc | -1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-05 Maturity Price : 21.59 Evaluated at bid price : 22.00 Bid-YTW : 7.25 % |
| CU.PR.J | Perpetual-Discount | -1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-05 Maturity Price : 19.70 Evaluated at bid price : 19.70 Bid-YTW : 6.15 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| NA.PR.S | FixedReset Disc | 106,700 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-05 Maturity Price : 23.15 Evaluated at bid price : 24.87 Bid-YTW : 5.63 % |
| TD.PF.J | FixedReset Prem | 50,738 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-05 Maturity Price : 23.31 Evaluated at bid price : 25.00 Bid-YTW : 5.72 % |
| FTS.PR.H | FixedReset Disc | 39,903 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-05 Maturity Price : 15.29 Evaluated at bid price : 15.29 Bid-YTW : 7.28 % |
| PVS.PR.L | SplitShare | 34,300 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-06-30 Maturity Price : 25.00 Evaluated at bid price : 25.33 Bid-YTW : 5.37 % |
| NA.PR.W | FixedReset Disc | 28,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-05 Maturity Price : 22.44 Evaluated at bid price : 23.32 Bid-YTW : 5.64 % |
| GWO.PR.Y | Insurance Straight | 22,860 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-05 Maturity Price : 19.00 Evaluated at bid price : 19.00 Bid-YTW : 6.01 % |
| There were 6 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| CU.PR.G | Perpetual-Discount | Quote: 16.00 – 19.20 Spot Rate : 3.2000 Average : 1.9626 YTW SCENARIO |
| FFH.PR.G | FixedReset Disc | Quote: 15.90 – 18.00 Spot Rate : 2.1000 Average : 1.1715 YTW SCENARIO |
| PWF.PR.S | Perpetual-Discount | Quote: 17.00 – 20.00 Spot Rate : 3.0000 Average : 2.1115 YTW SCENARIO |
| ENB.PR.F | FixedReset Disc | Quote: 17.47 – 18.50 Spot Rate : 1.0300 Average : 0.6075 YTW SCENARIO |
| MFC.PR.L | FixedReset Ins Non | Quote: 23.21 – 24.21 Spot Rate : 1.0000 Average : 0.6697 YTW SCENARIO |
| BN.PF.G | FixedReset Disc | Quote: 18.67 – 19.50 Spot Rate : 0.8300 Average : 0.5298 YTW SCENARIO |